PortfoliosLab logoPortfoliosLab logo
Issuer
BlackRock
Inception Date
Aug 18, 2020
Min. Investment
$2,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

BRZIX Performance Chart

BlackRock Sustainable Advantage International Equity Fund (BRZIX) is up 11.8% since the beginning of the year. BRZIX is currently trading at $14 per share. Investors who bought $1,000 worth of BRZIX shares 5 years ago would now be looking at an investment worth $1,653.


Loading charts...

S&P 500 Index

Returns By Period

BlackRock Sustainable Advantage International Equity Fund (BRZIX) has returned 11.76% so far this year and 27.14% over the past 12 months.


BlackRock Sustainable Advantage International Equity Fund

1D
0.87%
1M
2.65%
YTD
11.76%
6M
12.03%
1Y
27.14%
3Y*
17.72%
5Y*
10.57%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRZIX Monthly Returns History

Based on dividend-adjusted daily data since Aug 18, 2020, BRZIX's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.3%, while the worst month was Jun 2022 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BRZIX closed higher 52% of trading days. The best single day was Jul 15, 2021 with a return of +8.7%, while the worst single day was Jul 16, 2021 at -9.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.12%4.57%-7.93%5.69%2.92%1.53%11.76%
20254.81%3.21%0.17%3.52%4.94%2.31%-2.40%4.68%2.73%0.66%0.66%3.18%32.15%
2024-0.46%3.26%3.51%-2.79%6.36%-1.60%2.61%3.29%0.41%-5.70%-0.00%-2.72%5.67%
20238.07%-2.59%3.07%3.08%-3.56%4.49%2.67%-3.95%-3.43%-2.23%8.52%4.84%19.37%
2022-4.39%-3.56%0.10%-6.40%1.45%-8.68%5.42%-6.01%-8.33%5.85%13.29%-1.38%-14.02%
2021-1.33%2.97%2.27%3.25%3.89%-1.20%0.31%1.75%-3.35%3.02%-4.14%5.21%12.87%

Benchmark Metrics

BlackRock Sustainable Advantage International Equity Fund has an annualized alpha of 2.41%, beta of 0.75, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since August 18, 2020.

  • This fund participated in 79.13% of S&P 500 Index downside but only 78.33% of its upside - more exposed to losses than it benefited from rallies.
  • This fund generated an annualized alpha of 2.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.41%
Beta
0.75
0.56
Upside Capture
78.33%
Downside Capture
79.13%

Expense Ratio

BRZIX has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BRZIX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BRZIX Risk / Return Rank: 3939
Overall Rank
BRZIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BRZIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
BRZIX Omega Ratio Rank: 3737
Omega Ratio Rank
BRZIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
BRZIX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BlackRock Sustainable Advantage International Equity Fund (BRZIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRZIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.28

2.78

-0.50

Martin ratioReturn relative to average drawdown

8.74

12.44

-3.70

Dividends

Dividend History

BlackRock Sustainable Advantage International Equity Fund provided a 14.20% dividend yield over the last twelve months, with an annual payout of $1.98 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.98$1.98$0.42$0.28$0.31$1.51$0.07

Dividend yield

14.20%15.87%3.83%2.59%3.29%13.55%0.59%

Monthly Dividends

The table displays the monthly dividend distributions for BlackRock Sustainable Advantage International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$1.64$1.98
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.28$0.42
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.15$0.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.21$0.31
2021$0.00$0.00$0.00$0.00$0.00$0.00$1.01$0.00$0.00$0.00$0.00$0.51$1.51

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the BlackRock Sustainable Advantage International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BlackRock Sustainable Advantage International Equity Fund was 32.64%, occurring on Sep 27, 2022. Recovery took 361 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-32.64%Sep 2022
1y 2mo1y 5mo
2y 7moJul 2021 - Mar 2024
2025 selloff2025
-13.89%Apr 2025
19d24d
1mo 13dMar 2025 - May 2025
2026 correction2026
-11.50%Mar 2026
18d2mo 7d
2mo 25dMar 2026 - May 2026
2025 correction2025
-10.12%Jan 2025
3mo 18d1mo 21d
5mo 9dSep 2024 - Mar 2025
2024 pullback2024
-7.84%Aug 2024
21d16d
1mo 7dJul 2024 - Aug 2024

Drawdown Indicators


BRZIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-56.78%

+24.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-9.10%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-13.89%

-18.90%

+5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

-25.43%

-7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-7.45%

-10.71%

+3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.03%

+0.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with BRZIX

Add BlackRock Sustainable Advantage International Equity Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BRZIX